STRATEGY VWAP MOMENTUM

20251119 (Wednesday, DoW=3)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 20

Periodo: 2025-11-19 01:02:00 - 2025-11-19 22:59:00

Exposure Days: 1

Trades per Day: 20.00

Avg Duration: 61.60 min

Median Duration: 31.00 min

PERFORMANCE

Total Profit: $-1,485.00

Avg Profit: $-74.25

Median Profit: $-550.00

Std Profit: $1,705.41

Profit Factor: 0.91

WIN/LOSS

Win Rate: 26.3%

Winners / Losers: 5 / 14 (Ratio: 1:2)

Gross Profit: $14,195.00

Gross Loss: $-15,680.00

Avg Winner: $2,365.83

Avg Loser: $-1,120.00

Avg Winner / Avg Loser: (Ratio: 1:2.11)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-7,405.00

Sharpe Ratio: -0.04

Sortino Ratio: -0.14

Ulcer Index: 118.03

EXIT REASONS

TARGET exits: 5 (25.0%)

STOP exits: 9 (45.0%)

EOD exits: 1 (5.0%)

LONG ENTRIES (BUY)

Total LONG: 10

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $2,335.00

Avg P&L: $233.50

SHORT ENTRIES (SELL)

Total SHORT: 10

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-3,820.00

Avg P&L: $-382.00

CUMULATIVE P&L